+5,666.8%
DPZ vs SBAC
+4,756.4%
+910.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +9.5% | +4.4% | +5.1% | +7.9% |
| 30D | +12.8% | +13.8% | -1.0% | +7.7% |
| 3M | -6.2% | +9.0% | -15.2% | -9.3% |
| 6M | +4.3% | -10.0% | +14.3% | +7.4% |
| YTD | -16.6% | +1.8% | -18.4% | -18.5% |
| 1Y | -12.8% | +1.1% | -14.0% | -14.7% |
| 3Y | -0.8% | -9.5% | +8.7% | -1.3% |
| 5Y | -25.8% | -39.0% | +13.2% | -16.8% |
| 10Y | +130.9% | +101.1% | +29.7% | +52.9% |
| All | +5,666.8% | +4,756.4% | +910.4% | +1,526.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling